Here’s a tutorial on playing random animations using montages:
However, you still need to have an animation blueprint assigned to your character, and plug in the default slot into the out pose in order to have the animation montages work. To do that, simply navigate to the anim graph of your animation blueprint, right click on an empty space, search for “Default Slot” on the menu that pops up, select the "Slot ‘DefaultSlot’ " option, place the slot node into the graph, connect it’s input (Source) pin either into an animation (which you can drag from the window on the bottom right) or a state machine, and connect it’s output pin into the out pose.
Hope this helps! 